+282.1%
CME vs WEC
+143.0%
+139.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.4% |
| 7D | -2.9% | +0.8% | -3.7% | -3.1% |
| 30D | +5.5% | +0.3% | +5.2% | +5.4% |
| 3M | +11.0% | -2.9% | +13.9% | +12.0% |
| 6M | -9.7% | -5.9% | -3.8% | -8.0% |
| YTD | +4.9% | +4.1% | +0.7% | +3.2% |
| 1Y | +10.1% | +3.1% | +7.0% | +8.6% |
| 3Y | +53.5% | +40.8% | +12.7% | +35.4% |
| 5Y | +77.2% | +31.7% | +45.5% | +58.1% |
| 10Y | +282.1% | +141.1% | +141.0% | +225.0% |
| All | +282.1% | +143.0% | +139.1% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling